ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 09-Dec-2008

Day Change Summary
	Previous	Current
	08-Dec-2008	09-Dec-2008	Change	Change %	Previous Week
Open	117-277	117-225	-0-052	-0.1%	116-180
High	117-277	118-065	0-108	0.3%	118-260
Low	116-312	117-085	0-093	0.2%	116-180
Close	117-190	118-007	0-137	0.4%	117-282
Range	0-285	0-300	0-015	5.3%	2-080
ATR	0-269	0-271	0-002	0.8%	0-000
Volume	309,354	210,861	-98,493	-31.8%	1,346,826

Daily Pivots for day following 09-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-206	120-086	118-172
R3	119-226	119-106	118-090
R2	118-246	118-246	118-062
R1	118-126	118-126	118-034	118-186
PP	117-266	117-266	117-266	117-296
S1	117-146	117-146	117-300	117-206
S2	116-286	116-286	117-272
S3	115-306	116-166	117-244
S4	115-006	115-186	117-162

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-161	123-141	119-038
R3	122-081	121-061	118-160
R2	120-001	120-001	118-094
R1	118-301	118-301	118-028	119-151
PP	117-241	117-241	117-241	118-006
S1	116-221	116-221	117-216	117-071
S2	115-161	115-161	117-150
S3	113-081	114-141	117-084
S4	111-001	112-061	116-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-260	116-312	1-268	1.6%	0-308	0.8%	57%	False	False	269,528
10	118-260	115-250	3-010	2.6%	0-280	0.7%	74%	False	False	298,367
20	118-260	113-150	5-110	4.5%	0-270	0.7%	85%	False	False	185,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-069
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-060
2.618	120-210
1.618	119-230
1.000	119-045
0.618	118-250
HIGH	118-065
0.618	117-270
0.500	117-235
0.382	117-200
LOW	117-085
0.618	116-220
1.000	116-105
1.618	115-240
2.618	114-260
4.250	113-090

Fisher Pivots for day following 09-Dec-2008
Pivot	1 day	3 day
R1	117-296	117-313
PP	117-266	117-300
S1	117-235	117-286

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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